How to combine Hair and Rigid Body physics?
As far as I'm aware, Rigid Body and Particles don't work together - this is the case for hair and also for particle collisions - the particle simulation mostly ignores the state of the rigid body (for collisions and hair, although it strangly does work for particle emission, just not hair). It's not likely to be fixed by the developers due to the current and planned re-development of the physics simulations (which will hopefully support such cross-simulation interaction anyway). The only solution at the moment is to select the Rigid Body object and 'Bake to Keyframes' so that it is no longer a Rigid Body simulation - then the hair simulation should work fine.

Update
Just found https://developer.blender.org/rB342a6b5f9339c31931f4d2c87d9f47b88307e8cc, which mentions a recent change to how the modifiers (which includes collision and particles and hair) are applied in the sequence of applying the various simulations. With the Rigid Body Collision set to 'Base' your hair (with Hair Dynamics enabled) should follow the rigid body - without having to Bake to Keyframes.
I put together a crude example to demonstrate (Blender 2.83.6) :

Note that after changing your RB settings to 'Base' you will likely need to free and re-bake your hair simulation (or invalidate it by performing another change on the hair properties or base mesh).